Well, in order to do that you have to approach the problem from two fronts:
1. First, you have to have access control, either via the server's authentication facilities or via your own authentication scripts in PHP or whatever server-side scripting language.
2. On the other hand, if you don't want people to be able to see the video outside your server, then you have to protect the movie itself. I have done this before in Flash. It's simple: you just need to check if your swf is running on the server. For that you program a little php script that acts like a security token, and on your Flash file you check if this token is on the same folder where the swf is. (you have to develop the base flash framework and then use it on all you swf's).